+570.4%
MSTR vs RSP
+215.0%
+355.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | -1.2% | -1.0% | -0.2% | +0.7% |
| 30D | -15.9% | +2.6% | -18.5% | -18.7% |
| 3M | +33.1% | -0.8% | +33.9% | +36.1% |
| 6M | -31.0% | +6.3% | -37.3% | -36.2% |
| YTD | -15.1% | +14.1% | -29.3% | -28.2% |
| 1Y | -45.6% | +18.0% | -63.7% | -56.3% |
| 3Y | +180.5% | +61.0% | +119.5% | +57.0% |
| 5Y | +61.7% | +45.6% | +16.1% | +13.6% |
| All | +570.4% | +215.0% | +355.5% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RSP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling